V-Lab
GAIL India Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:26.34% (-1.22%)
Analysis last updated: Thursday, May 2, 2024 at 10:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 20.69 | |
| 0.1391 | 19.82 | |
| 0.9791 | 879.65 | |
| -0.0157 | -3.30 |
Estimation Period:
May 19, 1997 to Apr 30, 2024
May 19, 1997 to Apr 30, 2024
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